+180.5%
MSTR vs CEG
+114.1%
+66.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.8% |
| 7D | -1.2% | -4.7% | +3.5% | +0.3% |
| 30D | -15.9% | -16.6% | +0.6% | -10.7% |
| 3M | +33.1% | -4.1% | +37.2% | +33.7% |
| 6M | -31.0% | -22.3% | -8.7% | -25.7% |
| YTD | -15.1% | -28.9% | +13.8% | -7.6% |
| 1Y | -45.6% | -28.5% | -17.2% | -41.1% |
| 3Y | +180.5% | +104.3% | +76.2% | +128.4% |
| All | +180.5% | +114.1% | +66.4% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling